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Estimating functions for jump–diffusions
Nina Munkholt Jakobsen
*
, Michael Sørensen
*
Corresponding author for this work
Department of Mathematical Sciences
2
Citations (Scopus)
10
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Dive into the research topics of 'Estimating functions for jump–diffusions'. Together they form a unique fingerprint.
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Mathematics
Estimating Function
100%
Jump
50%
Optimality
34%
Drift-diffusion
27%
Optimal Rates
24%
Asymptotic Theory
21%
Martingale
19%
Infinity
13%
Estimator
12%
Engineering & Materials Science
Sampling
37%